Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | Derivative Income | 40.38% |
HHIS.TO Harvest Diversified High Income Shares ETF | Derivative Income | 52.97% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | Derivative Income | 0.08% |
NVDA NVIDIA Corporation | Technology | 2.61% |
PLTE.TO Harvest Palantir Enhanced High Income Shares ETF | Derivative Income | 0.79% |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | Derivative Income | 1.04% |
USD=X USD Cash | 1.14% | |
VFV.TO Vanguard S&P 500 Index ETF | S&P 500 | 0.99% |
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Beta portfolio , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jul 15, 2025, corresponding to the inception date of SDAY.NEO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.53% | 5.16% | 2.65% | 2.95% | 28.00% | 20.39% | 12.99% | 13.72% |
Portfolio Beta portfolio | 0.00% | 6.01% | 2.92% | 1.98% | — | — | — | — |
| Portfolio components: | ||||||||
HHIS.TO Harvest Diversified High Income Shares ETF | 2.12% | 6.00% | -2.37% | -7.08% | 44.76% | — | — | — |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | -0.05% | 5.52% | 9.26% | 13.94% | 51.80% | 23.85% | — | — |
VFV.TO Vanguard S&P 500 Index ETF | 0.57% | 5.28% | 2.94% | 3.41% | 29.22% | 21.68% | 14.31% | 15.26% |
NVDA NVIDIA Corporation | 0.00% | 7.91% | 5.74% | 7.19% | 72.83% | 96.43% | 68.62% | 72.43% |
PLTE.TO Harvest Palantir Enhanced High Income Shares ETF | 4.80% | -6.76% | -23.72% | -23.02% | 44.33% | — | — | — |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 3.47% | -2.97% | -4.14% | -57.11% | -57.90% | — | — | — |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | -0.56% | 0.05% | 4.30% | 3.08% | — | — | — | — |
USD=X USD Cash | 0.00% | 0.31% | 0.05% | -2.21% | -1.64% | 0.83% | 1.88% | 0.72% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 16, 2025, Beta portfolio 's average daily return is +0.06%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.
Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +8.3%, while the worst month was Mar 2026 at -2.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Beta portfolio closed higher 49% of trading days. The best single day was Mar 31, 2026 with a return of +3.9%, while the worst single day was Oct 10, 2025 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.89% | -0.48% | -2.64% | 8.27% | 2.92% | ||||||||
| 2025 | 2.23% | 0.51% | 7.83% | 5.15% | -0.98% | -2.30% | 12.71% |
Benchmark Metrics
Beta portfolio has an annualized alpha of 0.40%, beta of 1.19, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since July 16, 2025.
- This portfolio captured 125.10% of S&P 500 Index gains and 124.07% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- Alpha
- 0.40%
- Beta
- 1.19
- R²
- 0.69
- Upside Capture
- 125.10%
- Downside Capture
- 124.07%
Expense Ratio
Beta portfolio has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | — | 2.06 | — |
Sortino ratioReturn per unit of downside risk | — | 2.84 | — |
Omega ratioGain probability vs. loss probability | — | 1.40 | — |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 3.35 | -1.70 |
Martin ratioReturn relative to average drawdown | 4.29 | 12.09 | -7.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
HHIS.TO Harvest Diversified High Income Shares ETF | 32 | 1.77 | 2.37 | 1.30 | 1.96 | 5.04 |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 95 | 4.31 | 5.39 | 1.83 | 6.33 | 30.94 |
VFV.TO Vanguard S&P 500 Index ETF | 58 | 2.20 | 3.02 | 1.41 | 3.59 | 12.96 |
NVDA NVIDIA Corporation | 79 | 2.08 | 2.64 | 1.33 | 3.63 | 8.36 |
PLTE.TO Harvest Palantir Enhanced High Income Shares ETF | 19 | 0.77 | 1.30 | 1.17 | 1.53 | 3.53 |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 2 | -0.78 | -1.14 | 0.87 | -0.69 | -1.16 |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | — | — | — | — | — | — |
USD=X USD Cash | 46 | -0.19 | -0.22 | 0.97 | -0.04 | -0.08 |
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Dividends
Dividend yield
Beta portfolio provided a 19.34% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 19.34% | 16.57% | 4.60% | 4.22% | 3.91% | 1.38% | 0.02% | 0.02% | 0.03% | 0.02% | 0.03% | 0.05% |
| Portfolio components: | ||||||||||||
HHIS.TO Harvest Diversified High Income Shares ETF | 28.09% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 9.62% | 10.09% | 11.38% | 10.41% | 9.64% | 3.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 0.91% | 0.92% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
PLTE.TO Harvest Palantir Enhanced High Income Shares ETF | 40.14% | 23.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 143.02% | 121.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 12.47% | 8.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Beta portfolio . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Beta portfolio was 12.10%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Beta portfolio drawdown is 2.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.1% | Nov 4, 2025 | 147 | Mar 30, 2026 | — | — | — |
| -3.46% | Oct 10, 2025 | 1 | Oct 10, 2025 | 17 | Oct 27, 2025 | 18 |
| -2.75% | Aug 15, 2025 | 7 | Aug 21, 2025 | 18 | Sep 8, 2025 | 25 |
| -2.58% | Jul 31, 2025 | 4 | Aug 3, 2025 | 4 | Aug 7, 2025 | 8 |
| -1.25% | Jul 18, 2025 | 5 | Jul 22, 2025 | 3 | Jul 25, 2025 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 2.25, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | USD=X | SDAY.NEO | MSTE.TO | NVDA | PLTE.TO | HDIV.TO | HHIS.TO | VFV.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.09 | 0.49 | 0.40 | 0.63 | 0.47 | 0.60 | 0.78 | 0.94 | 0.80 |
| USD=X | 0.09 | 1.00 | 0.15 | -0.16 | 0.05 | -0.11 | -0.14 | -0.08 | 0.06 | -0.05 |
| SDAY.NEO | 0.49 | 0.15 | 1.00 | 0.10 | -0.03 | 0.02 | 0.41 | 0.18 | 0.48 | 0.22 |
| MSTE.TO | 0.40 | -0.16 | 0.10 | 1.00 | 0.26 | 0.33 | 0.25 | 0.56 | 0.38 | 0.52 |
| NVDA | 0.63 | 0.05 | -0.03 | 0.26 | 1.00 | 0.38 | 0.26 | 0.56 | 0.51 | 0.54 |
| PLTE.TO | 0.47 | -0.11 | 0.02 | 0.33 | 0.38 | 1.00 | 0.37 | 0.62 | 0.47 | 0.59 |
| HDIV.TO | 0.60 | -0.14 | 0.41 | 0.25 | 0.26 | 0.37 | 1.00 | 0.50 | 0.59 | 0.65 |
| HHIS.TO | 0.78 | -0.08 | 0.18 | 0.56 | 0.56 | 0.62 | 0.50 | 1.00 | 0.78 | 0.93 |
| VFV.TO | 0.94 | 0.06 | 0.48 | 0.38 | 0.51 | 0.47 | 0.59 | 0.78 | 1.00 | 0.77 |
| Portfolio | 0.80 | -0.05 | 0.22 | 0.52 | 0.54 | 0.59 | 0.65 | 0.93 | 0.77 | 1.00 |